<p>
	In this algorithm, on 04/03/2017, the share price of Google is $832.8. We buy OTM put(strike = $805) at $2, OTM call(strike = $860) and sell an ATM call and an ATM put. At the expiry 04/21/2017, the share price is $841.53. The ATM call is exercised and the other 3 options expire worthless. As we hold the short position of the ATM call, after expiration we will be short 100 shares of GOOG.
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